Title :
A fast similarity upper triangular factorization
Author :
Koganezawa, Koichi
Author_Institution :
Fac. of Eng., Tokai Univ., Kanagawa, Japan
Abstract :
Similarity upper-triangular factorization of a system matrix is a basic tool for solving Lyapunov type matrix equations or Riccati-type equations. This paper presents a new method of a similarity upper-triangular factorization which is simple and has fast convergent property which obtains faster calculation than the conventionally utilized method: Hessenberg-real Schur QR factorization
Keywords :
eigenvalues and eigenfunctions; matrix algebra; Hessenberg-real Schur QR factorization; Lyapunov type matrix equations; Riccati-type equations; fast convergent property; fast similarity upper triangular factorization; Algorithm design and analysis; Control theory; Eigenvalues and eigenfunctions; Iterative algorithms; Iterative methods; Optimization methods; Riccati equations; Signal processing algorithms; Symmetric matrices;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.572880
